+5.6%
CVS vs MSCI
+17.3%
-11.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +5.4% | -17.9% | -12.4% |
| 7D | -11.1% | +11.5% | -22.6% | -11.2% |
| 30D | -7.4% | +22.1% | -29.5% | -7.8% |
| 3M | -22.9% | +18.4% | -41.3% | -23.1% |
| 6M | -1.2% | +16.6% | -17.8% | -2.2% |
| YTD | +3.9% | +18.8% | -15.0% | +0.9% |
| 1Y | +5.6% | +19.0% | -13.4% | +3.0% |
| All | +5.6% | +17.3% | -11.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling